Pinson, Pierre; McSharry, Patrick; Madsen, Henrik. On the reliability assessment of density forecasts of continuous variables with reliability diagrams. Proc. of the International Symposium on Forecasting 2009. 2009.

Pedersen, Lisbeth; Madsen, Henrik (Supervisor); Jensen, Niels Einar (Supervisor). Identification and Quantification of Uncertainties Related to Using Distributed X-band Radar Estimated Precipitation as input in Urban Drainage Models. Kgs. Lyngby, Denmark : Technical University of Denmark (DTU), 2009. (The PhD is an Industrial PhD and the work has been conducted in a cooperation between DHI Weather Radar Systems, (Chief Engineer, Niels Einar Jensen), and DTU Informatics, the Technical University of Denmark.).

Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik; Kristensen, Morten Rode. A Computational Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter. Proceeding of the American Control Conference. 2007.